NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 06-Feb-2014
Day Change Summary
Previous Current
05-Feb-2014 06-Feb-2014 Change Change % Previous Week
Open 97.67 97.25 -0.42 -0.4% 96.90
High 98.26 98.83 0.57 0.6% 98.59
Low 96.80 97.25 0.45 0.5% 95.21
Close 97.38 97.84 0.46 0.5% 97.49
Range 1.46 1.58 0.12 8.2% 3.38
ATR 1.52 1.53 0.00 0.3% 0.00
Volume 237,671 234,281 -3,390 -1.4% 1,094,963
Daily Pivots for day following 06-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.71 101.86 98.71
R3 101.13 100.28 98.27
R2 99.55 99.55 98.13
R1 98.70 98.70 97.98 99.13
PP 97.97 97.97 97.97 98.19
S1 97.12 97.12 97.70 97.55
S2 96.39 96.39 97.55
S3 94.81 95.54 97.41
S4 93.23 93.96 96.97
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 107.24 105.74 99.35
R3 103.86 102.36 98.42
R2 100.48 100.48 98.11
R1 98.98 98.98 97.80 99.73
PP 97.10 97.10 97.10 97.47
S1 95.60 95.60 97.18 96.35
S2 93.72 93.72 96.87
S3 90.34 92.22 96.56
S4 86.96 88.84 95.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.83 96.26 2.57 2.6% 1.49 1.5% 61% True False 244,600
10 98.83 95.21 3.62 3.7% 1.57 1.6% 73% True False 230,418
20 98.83 91.47 7.36 7.5% 1.54 1.6% 87% True False 204,919
40 100.79 91.47 9.32 9.5% 1.42 1.4% 68% False False 131,168
60 100.79 91.47 9.32 9.5% 1.41 1.4% 68% False False 102,530
80 101.81 91.47 10.34 10.6% 1.40 1.4% 62% False False 86,835
100 102.29 91.47 10.82 11.1% 1.42 1.5% 59% False False 74,336
120 104.37 91.47 12.90 13.2% 1.41 1.4% 49% False False 64,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.55
2.618 102.97
1.618 101.39
1.000 100.41
0.618 99.81
HIGH 98.83
0.618 98.23
0.500 98.04
0.382 97.85
LOW 97.25
0.618 96.27
1.000 95.67
1.618 94.69
2.618 93.11
4.250 90.54
Fisher Pivots for day following 06-Feb-2014
Pivot 1 day 3 day
R1 98.04 97.76
PP 97.97 97.68
S1 97.91 97.60

These figures are updated between 7pm and 10pm EST after a trading day.

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